Recent breakthroughs in cancer immunotherapy and decreasing costs of high-throughput technologies have sparked intensive research into tumour-immune cell interactions using genomic tools. The wealth of the generated data and the added complexity pose considerable challenges and require computational tools to process, to analyse and to visualize the data. Recently, various tools have been developed and used to mine tumour immunologic and genomic data effectively and to provide novel mechanistic insights. Here, we review computational genomics tools for cancer immunology and provide information on the requirements and functionality in order to assist in the selection of tools and assembly of analytical pipelines.